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Q4999718 - MaRDI portal

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scientific article; zbMATH DE number 7367099
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English
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scientific article; zbMATH DE number 7367099

    Statements

    publication date
    2 July 2021
    0 references
    zbMATH Keywords
    futures-style option
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    options pricing
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    nonlinear Black-Scholes type model
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    illiquid market
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    cites work
    Q4550916
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    Q3655790
    0 references
    Q4997920
    0 references
    Q4636915
    0 references
    Q4997791
    0 references
    Q5536978
    0 references
    Q4151637
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    35A30
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    35C05
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    35K55
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    zbMATH DE Number
    7367099
    0 references
     
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